+73.2%
CRH vs FICO
+8.8%
+64.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -2.2% |
| 7D | -3.6% | -10.6% | +7.0% | -2.3% |
| 30D | -10.8% | -6.3% | -4.5% | -10.4% |
| 3M | -13.5% | -19.7% | +6.3% | -11.2% |
| 6M | -15.4% | -31.8% | +16.4% | -10.6% |
| YTD | -27.6% | -41.8% | +14.2% | -20.9% |
| 1Y | -18.4% | -36.4% | +18.0% | -13.7% |
| All | +73.2% | +8.8% | +64.3% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling